+4,803.1%
CVX vs HUM
+5,540.8%
-737.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +10.7% | +3.7% | +6.9% | +10.0% |
| 3M | +15.5% | +10.4% | +5.1% | +13.6% |
| 6M | +14.9% | +125.7% | -110.8% | +1.8% |
| YTD | +44.2% | +57.3% | -13.1% | +33.6% |
| 1Y | +43.5% | +48.6% | -5.1% | +33.5% |
| 3Y | +45.0% | -11.3% | +56.3% | +41.8% |
| 5Y | +172.2% | +0.8% | +171.3% | +158.2% |
| 10Y | +221.9% | +146.7% | +75.2% | +170.1% |
| All | +4,803.1% | +5,540.8% | -737.7% | +2,725.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling